Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47497.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46102.61 Kr¶

PnL: ---------------------------------------> -785.96 Kr¶

DD now: ---------------------------------> -2.328 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:49:23.352674'

Anic Portfolio¶

This Week¶

Return: -0.876 %¶

Total¶

Return: 55.48 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.340000 3135.600000 164.600000 5.540000 2971.000006
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -1.330000 614.190000 37.190000 6.450000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.150000 391.500000 36.500000 10.280000 355.000000
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
SAAB B 8 0.120000 3411.200000 34.200000 1.010000 3377.000000
AcadeMedia 12 -3.720000 584.640000 27.640000 4.960000 557.000004
Resurs Holding 22 -1.480000 600.380000 26.380000 4.600000 573.999998
HMS Networks 2 -2.480000 693.200000 20.200000 3.000000 673.000000
Swedbank A 3 -0.280000 579.450000 15.450000 2.740000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.110000 582.060000 12.060000 2.120000 570.000000
Boozt 12 -1.840000 1665.600000 11.600000 0.700000 1653.999996
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -0.780000 534.800000 6.800000 1.290000 527.999997
Nordea Bank Abp 29 0.170000 3460.280000 6.280000 0.180000 3453.999992
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.380000 249.360000 3.360000 1.370000 246.000000
Intrum 4 -2.790000 530.200000 3.200000 0.610000 527.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Essity B 2 -1.320000 553.200000 -20.800000 -3.620000 574.000000
Midsona B 63 -2.200000 561.330000 -21.670000 -3.720000 582.999984
CTEK 13 -1.010000 512.200000 -21.800000 -4.080000 533.999999
Essity A 4 -1.770000 1110.000000 -39.000000 -3.390000 1149.000000
International Petroleum Corp. 5 -1.520000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.010000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
Axfood 13 -0.290000 3572.400000 -183.600000 -4.890000 3756.000001
OX2 18 -3.050000 1404.000000 -260.000000 -15.630000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46098.200000 -790.370000 -2.33749% 46888.564618

Updated:¶

'2023-01-25 15:48:25.448412'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶